Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 0 1 4 7
Dealing with the Inventory Risk. A solution to the market making problem 0 1 4 85 0 8 50 323
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 11 72 1 4 32 141
General Intensity Shapes in Optimal Liquidation 0 0 1 26 2 2 8 84
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 1 3 22 0 2 10 17
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 2 46 3 3 14 103
Market impacts and the life cycle of investors orders 0 0 3 7 0 0 12 19
Market microstructure: confronting many viewpoints 0 0 0 0 0 1 9 13
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE 0 1 8 8 0 1 16 18
Optimal Portfolio Liquidation with Limit Orders 0 0 0 67 0 1 17 183
Optimal algorithmic trading and market microstructure 2 3 22 207 4 11 64 347
Optimal posting price of limit orders: learning by trading 0 0 2 52 0 1 9 151
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 34 0 0 3 64
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 84 0 0 7 162
Optimal starting times, stopping times and risk measures for algorithmic trading 2 2 4 61 2 6 30 154
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 2 56 0 1 10 89
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 1 4 55 0 5 13 132
Realtime market microstructure analysis: online Transaction Cost Analysis 1 1 5 38 1 1 8 64
Simulating and analyzing order book data: The queue-reactive model 1 1 3 29 1 1 11 49
Total Working Papers 6 11 74 949 14 49 327 2,120


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 1 1 82 0 10 19 287
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 0 0 0 9 12
Real-time market microstructure analysis: online transaction cost analysis 0 0 1 6 0 0 8 35
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 2 3 3 0 2 7 7
Total Journal Articles 0 3 5 91 0 12 43 341


Statistics updated 2017-03-07